COVID-19 and adaptive behavior of returns: evidence from commodity markets [PDF]
Humanities & Social Sciences Communications, 2022 This study examines the Adaptive Market Hypothesis during the COVID-19 pandemic. The pandemic has impacted global economic activity, trade, and financial market activity. There has been much interest in testing financial market theories and relationships
Muhammad Naeem Shahid
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Vacillating Behavior of TOM Effect and Adaptive Market Hypothesis: A Firm Level Evidence from Emerging Stock Market of Pakistan [PDF]
Journal of Business and Social Review in Emerging Economies, 2020 Through the current study we amplify the available literature on AMH (Adaptive Market Hypothesis) and calendar anomalies because this is the first study of its nature which links TOM effect with AMH which allows the behavior of conventional TOM-effect to
Muhammad Naeem Shahid +2 more
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Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market [PDF]
Heliyon, 2020 This paper scrutinizes different aspects of the Adaptive Market Hypothesis (AMH) in the Moroccan financial market over the period from January 1992 to September 2019 through different approaches.
Mostafa Lekhal, Ahmed El Oubani
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Time-Varying Return Predictability in the Chinese Stock Market [PDF]
Reports in Advances of Physical Sciences, 2017 China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies.
Huai-Long Shi +2 more
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The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Ke Meng, Shouhao Li
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Exploring the Relationships Between Behavioural Biases and the Rational Behaviour of Australian Female Consumers [PDF]
Behavioral SciencesThe paper aims to examine the relationships between behavioural biases (such as overconfidence and herding) and the rational behaviour of Australian female consumers when making financial decisions.
Abhishek Sharma +2 more
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Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
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Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2021 The purpose of this paper is to examine the empirical validity of the Adaptive Market Hypothesis (AMH), which is suggested to resolve the controversy between proponents of the efficient market hypothesis and financial behavior school.
Gholamhossein Asadi +2 more
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Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
Cristi Spulbar +2 more
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Investors’ risk perception in the context of efficient market hypothesis: A conceptual framework for malaysian and indonesian stock exchange [PDF]
SHS Web of Conferences, 2021 The advocates of the Efficient Market Hypothesis (EMH) theory postulates that share prices depict all the available information concerning its intrinsic worth. EMH espouses the Random Walk Theory i.e.
Emad Azhar Ali Syed +2 more
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